All of the inner planets (Mercury, Venus, Earth, and Mars) were probably bigger at one time, and they may even have had much bigger atmospheres surrounding them. Heat (and the stream of high energy particles known as the solar wind) from the Sun probably stripped those atmospheres away completely, leaving only rock and ice behind. The atmospheres that Venus, Earth, and Mars have now (and Earth's oceans) probably came from later volcanoes, after the Sun had cooled a bit. Mercury seems to have had very little volcanic activity and therefore has little or no atmosphere.
Although the planets lost a lot of their gases and liquids, they are now growing slowly as meteors and bits of comets continue to strike each of the planets at the rate of several tons of material each day.
Mercury, the closest planet to our Sun, is continually bombarded by the solar wind and is the first planet to absorb the effects of a solar flare, should it be located appropriately on the Sun. Solar flares, like the solar wind, emit to space a stream of ionized hydrogen atoms (protons) which travel in straight lines radially away from the Sun. These protons interact with the tops of the atmospheres of the planets or in the case of Mercury, which has such a slight atmosphere, the solar wind, and the effects of Solar flares, reach down to the uppermost layers of the surface. This creates a chemically reducing environment which changes oxides of elements to their elemental state. For example, Iron oxide on the surface becomes metallic iron grains.
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